+200.8%
WMB vs UPST
-92.5%
+293.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +7.8% | -10.6% | +18.5% | +8.3% |
| 30D | -5.1% | -14.0% | +8.9% | -4.6% |
| 3M | -4.7% | -36.8% | +32.1% | -3.1% |
| 6M | -7.4% | -27.5% | +20.1% | -6.6% |
| YTD | +17.5% | -55.3% | +72.7% | +20.5% |
| 1Y | +19.5% | -47.5% | +67.0% | +21.6% |
| 3Y | +121.3% | -10.4% | +131.7% | +113.4% |
| All | +200.8% | -92.5% | +293.3% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling